Optimal Scheduling for State Estimation Using a Terminal Cost Function

@article{Savage2006OptimalSF,
  title={Optimal Scheduling for State Estimation Using a Terminal Cost Function},
  author={Craig O. Savage and Barbara F. La Scala and William Moran},
  journal={2006 9th International Conference on Information Fusion},
  year={2006},
  pages={1-8}
}
In this paper we consider state estimation problems where there are multiple independent processes evolving but the estimation scheme can only select a limited set of processes to measure at each time step. Within a Gauss-Markov framework, we show the optimality of a scheduling scheme under various scenarios. These types of problems are common in sensor scheduling applications